Narrow search
Showing 1 - 10 of 52
Cover Image
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model
Long, Xiangdong; Su, Liangjun; Ullah, Aman - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 1, pp. 109-126
Persistent link: https://www.econbiz.de/10008817711
Cover Image
Risk-based portfolio strategy in emerging stock markets : economic significance from Brazil, Russia, India and China
Ullah, Aman; Long, Xiangdong - In: Macroeconomics and finance in emerging market economies 1 (2008) 1, pp. 31-49
Persistent link: https://www.econbiz.de/10009884033
Cover Image
Nonparametric regression estimation with general parametric error covariance: a more efficient two-step estimator
Su, Liangjun; Ullah, Aman; Wang, Yun - In: Empirical economics : a journal of the Institute for … 45 (2013) 2, pp. 1009-1024
Persistent link: https://www.econbiz.de/10010178883
Cover Image
Local Linear GMM Estimation of Functional Coefficient IV Models With an Application to Estimating the Rate of Return to Schooling
Su, Liangjun; Murtazashvili, Irina; Ullah, Aman - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 2, pp. 184-207
Persistent link: https://www.econbiz.de/10010109051
Cover Image
More efficient estimation of nonparametric panel data models with random effects
Su, Liangjun; Ullah, Aman - In: Economics letters 96 (2007) 3, pp. 375-380
Persistent link: https://www.econbiz.de/10007750140
Cover Image
Testing Conditional Uncorrelatedness
Su, Liangjun; Ullah, Aman - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 1, pp. 18-29
Persistent link: https://www.econbiz.de/10008169733
Cover Image
Profile likelihood estimation of partially linear panel data models with fixed effects
Su, Liangjun; Ullah, Aman - In: Economics letters 92 (2006) 1, pp. 75-81
Persistent link: https://www.econbiz.de/10007264709
Cover Image
A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY
Su, Liangjun; Ullah, Aman - In: Econometric theory 29 (2012) 1, pp. 187-212
Persistent link: https://www.econbiz.de/10010073740
Cover Image
Semiparametric Estimator of Time Series Conditional Variance
Mishra, Santosh; Su, Liangjun; Ullah, Aman - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 2, pp. 256-275
Persistent link: https://www.econbiz.de/10008399651
Cover Image
MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS
Su, Liangjun; Ullah, Aman - In: Econometric theory 22 (2006) 1, pp. 98-126
Persistent link: https://www.econbiz.de/10006955263